Apparently they were, "Last words are for fools who haven't said enough." But I can't find a single reliable source for this anywhere. None of the sources that Wikipedia cites are primary sources, and none of them cite a primary source either. I'm pretty sure that this quote is made up, but I wanted to see if anyone of you could figure out where it come from.
I just checked Google Books, and it appears that the first attribution of those words to Marx comes from a (fictional) romance novel whose protagonist is one of Marx's daughters.
Marx was ill and depressed at the death of his wife, but died quite suddenly, he wasn't on his deathbed. Engles was there and his grief at it was apparently immense. From his funeral oration.
"On the 14th of March, at a quarter to three in the afternoon, the greatest living thinker ceased to think. He had been left alone for scarcely two minutes, and when we came back we found him in his armchair, peacefully gone to sleep -- but for ever."
I always thought those were ironic last words for someone with multiple unfinished works.